Ferrexpo PLC (UK) Alpha and Beta Analysis
| FXPO Stock | 105.20 4.40 4.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ferrexpo PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ferrexpo PLC over a specified time horizon. Remember, high Ferrexpo PLC's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Ferrexpo PLC's market risk premium analysis include:
Beta (1.97) | Alpha 1.83 | Risk 6.5 | Sharpe Ratio 0.25 | Expected Return 1.64 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Ferrexpo |
Ferrexpo PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ferrexpo PLC market risk premium is the additional return an investor will receive from holding Ferrexpo PLC long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Ferrexpo PLC. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Ferrexpo PLC's performance over market.| α | 1.83 | β | -1.97 |
Ferrexpo PLC expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Ferrexpo PLC's Buy-and-hold return. Our buy-and-hold chart shows how Ferrexpo PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ferrexpo PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Ferrexpo PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferrexpo PLC shares will generate the highest return on investment. By understating and applying Ferrexpo PLC stock market price indicators, traders can identify Ferrexpo PLC position entry and exit signals to maximize returns.
Ferrexpo PLC Return and Market Media
The median price of Ferrexpo PLC for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 62.2 with a coefficient of variation of 34.79. The daily time series for the period is distributed with a sample standard deviation of 23.06, arithmetic mean of 66.29, and mean deviation of 19.65. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Companies roundup Shell Ferrexpo - Investors Chronicle | 10/07/2024 |
2 | Quotations of Ferrexpo shares rise after 1-week fall, grow by 5.4 percent to GBP 0.813 per share November 25-29 - Ukrainian News Agency | 12/02/2024 |
About Ferrexpo PLC Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Ferrexpo or other stocks. Alpha measures the amount that position in Ferrexpo PLC has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ferrexpo PLC in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ferrexpo PLC's short interest history, or implied volatility extrapolated from Ferrexpo PLC options trading.
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Additional Tools for Ferrexpo Stock Analysis
When running Ferrexpo PLC's price analysis, check to measure Ferrexpo PLC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ferrexpo PLC is operating at the current time. Most of Ferrexpo PLC's value examination focuses on studying past and present price action to predict the probability of Ferrexpo PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrexpo PLC's price. Additionally, you may evaluate how the addition of Ferrexpo PLC to your portfolios can decrease your overall portfolio volatility.